File 00 · Profile
A trader who codes.
Youness Yachruti — Quantitative Finance & Systematic Trading
I traded FX with real money on the line before I ever wrote a backtest. That's the whole reason my models are built around the things that actually kill strategies — regime shifts, hidden correlation, and costs — rather than around the things that look good in a chart.
Today I work at Summr Capital Management as a Sales & Trading Analyst, building systematic strategies and risk models in Python alongside the desk. Everything in these folders is the work behind that: the research, the strategy, the pipelines, the valuations.
Regime detection · hidden Markov statesstate